Tune Form4 sleeve quality filters and reserve sizing

apps/backtester/run.py

@@ -2842,8 +2842,12 @@ class BacktestRunner:
                 continue
             if event.weighted_purchase_pct < float(cfg.min_purchase_pct):
                 continue
+            if int(event.event_day_count) < int(cfg.min_event_day_count):
+                continue
             if cfg.max_lag_days is not None and event.max_lag_days is not None and event.max_lag_days > int(cfg.max_lag_days):
                 continue
+            if bool(cfg.require_officer_or_director) and not bool(event.has_officer_or_director):
+                continue
             symbol = str(event.symbol).upper()
             if symbol in open_symbols:
                 continue

libs/backtest/domain.py

@@ -945,7 +945,7 @@ FORM4_CAPTURE_SLEEVE_PRESETS: dict[str, dict[str, Any]] = {
     "reserve_form4_cluster": {
         "enabled": True,
         "pit_events_path": "data/reference/form4_daily_events_pit.parquet",
-        "reserve_pct": 0.04,
+        "reserve_pct": 0.06,
         "min_owner_count": 2,
         "min_total_value": 5_000_000.0,
         "min_purchase_pct": 0.0,
@@ -1497,7 +1497,9 @@ class Form4CaptureConfig(BaseModel):
     min_owner_count: int = 2
     min_total_value: float = 5_000_000.0
     min_purchase_pct: float = 0.0
+    min_event_day_count: int = 1
     max_lag_days: int | None = None
+    require_officer_or_director: bool = False
     hold_days: int = 20
     max_positions: int = 6
     max_new_per_day: int = 2